-7.5%
MKTX vs ESTC
+7.3%
-14.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.3% |
| 7D | +0.4% | -8.1% | +8.5% | +1.0% |
| 30D | +1.1% | +31.7% | -30.6% | -1.5% |
| 3M | +36.1% | +41.1% | -4.9% | +31.3% |
| 6M | -12.9% | +77.1% | -89.9% | -17.5% |
| YTD | -8.5% | +21.7% | -30.2% | -11.3% |
| 1Y | -7.5% | +8.4% | -15.9% | -9.5% |
| All | -7.5% | +7.3% | -14.8% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling